#![forbid(unsafe_code)]
use std::collections::{BTreeMap, HashMap};
use std::fs;
use std::io::Write;
use std::path::PathBuf;
use std::process::Stdio;
use std::time::{Instant, SystemTime, UNIX_EPOCH};
use fsci_conformance::{ArmCounts, CompareLedger};
use fsci_stats::mquantiles;
use serde::{Deserialize, Serialize};
const PACKET_ID: &str = "FSCI-P2C-007";
const ABS_TOL: f64 = 1.0e-12;
const REQUIRE_SCIPY_ENV: &str = "FSCI_REQUIRE_SCIPY_ORACLE";
#[derive(Debug, Clone, Serialize)]
struct PointCase {
case_id: String,
data: Vec<f64>,
prob: Vec<f64>,
alphap: f64,
betap: f64,
}
#[derive(Debug, Clone, Serialize)]
struct OracleQuery {
points: Vec<PointCase>,
}
#[derive(Debug, Clone, Deserialize)]
struct PointArm {
case_id: String,
values: Option<Vec<f64>>,
}
#[derive(Debug, Clone, Deserialize)]
struct OracleResult {
points: Vec<PointArm>,
}
#[derive(Debug, Clone, Serialize)]
struct CaseDiff {
case_id: String,
arm: String,
abs_diff: f64,
pass: bool,
}
#[derive(Debug, Clone, Serialize)]
struct DiffLog {
test_id: String,
category: String,
case_count: usize,
compared: BTreeMap<String, ArmCounts>,
max_abs_diff: f64,
pass: bool,
timestamp_ms: u128,
duration_ns: u128,
cases: Vec<CaseDiff>,
}
fn output_dir() -> PathBuf {
PathBuf::from(env!("CARGO_MANIFEST_DIR")).join(format!("fixtures/artifacts/{PACKET_ID}/diff"))
}
fn ensure_output_dir() {
fs::create_dir_all(output_dir()).expect("create mquantiles diff output dir");
}
fn timestamp_ms() -> u128 {
SystemTime::now()
.duration_since(UNIX_EPOCH)
.map_or(0, |d| d.as_millis())
}
fn emit_log(log: &DiffLog) {
ensure_output_dir();
let path = output_dir().join(format!("{}.json", log.test_id));
let json = serde_json::to_string_pretty(log).expect("serialize mquantiles diff log");
fs::write(path, json).expect("write mquantiles diff log");
}
fn generate_query() -> OracleQuery {
let probs = vec![0.05, 0.25, 0.5, 0.95];
let datasets: Vec<(&str, Vec<f64>)> = vec![
("compact_n12", (1..=12).map(|i| i as f64).collect()),
(
"spread_n20",
(1..=20).map(|i| (i as f64).sqrt() * 4.0).collect(),
),
(
"ties_n14",
vec![
1.0, 2.0, 2.0, 3.0, 3.0, 3.0, 4.0, 4.0, 5.0, 5.0, 5.0, 6.0, 6.0, 7.0,
],
),
];
let variants: Vec<(&str, f64, f64)> = vec![
("cunnane", 0.4, 0.4),
("r5", 0.5, 0.5),
("r7", 1.0, 1.0),
("r8", 1.0 / 3.0, 1.0 / 3.0),
];
let mut points = Vec::new();
for (name, data) in &datasets {
for (label, alphap, betap) in &variants {
points.push(PointCase {
case_id: format!("{name}_{label}"),
data: data.clone(),
prob: probs.clone(),
alphap: *alphap,
betap: *betap,
});
}
}
OracleQuery { points }
}
fn scipy_oracle_or_skip(query: &OracleQuery) -> Option<OracleResult> {
let script = r#"
import json
import math
import sys
import numpy as np
from scipy.stats import mstats
def vec_or_none(arr):
out = []
for v in arr:
try:
v = float(v)
except Exception:
return None
if not math.isfinite(v):
return None
out.append(v)
return out
q = json.load(sys.stdin)
points = []
for case in q["points"]:
cid = case["case_id"]
data = np.array(case["data"], dtype=float)
prob = np.array(case["prob"], dtype=float)
alphap = float(case["alphap"]); betap = float(case["betap"])
val = None
try:
out = mstats.mquantiles(data, prob=prob, alphap=alphap, betap=betap)
val = vec_or_none(np.asarray(out).tolist())
except Exception:
val = None
points.append({"case_id": cid, "values": val})
print(json.dumps({"points": points}))
"#;
let query_json = serde_json::to_string(query).expect("serialize mquantiles query");
let mut child = match fsci_conformance::scipy_oracle_command()
.arg("-c")
.arg(script)
.stdin(Stdio::piped())
.stdout(Stdio::piped())
.stderr(Stdio::piped())
.spawn()
{
Ok(c) => c,
Err(e) => {
assert!(
std::env::var(REQUIRE_SCIPY_ENV).is_err(),
"failed to spawn python3 for mquantiles oracle: {e}"
);
eprintln!("skipping mquantiles oracle: python3 not available ({e})");
return None;
}
};
{
let stdin = child.stdin.as_mut().expect("open mquantiles oracle stdin");
if let Err(err) = stdin.write_all(query_json.as_bytes()) {
let output = child.wait_with_output().expect("wait for failed oracle");
let stderr = String::from_utf8_lossy(&output.stderr);
assert!(
std::env::var(REQUIRE_SCIPY_ENV).is_err(),
"mquantiles oracle stdin write failed: {err}; stderr: {stderr}"
);
eprintln!("skipping mquantiles oracle: stdin write failed ({err})\n{stderr}");
return None;
}
}
let output = child
.wait_with_output()
.expect("wait for mquantiles oracle");
if !output.status.success() {
let stderr = String::from_utf8_lossy(&output.stderr);
assert!(
std::env::var(REQUIRE_SCIPY_ENV).is_err(),
"mquantiles oracle failed: {stderr}"
);
eprintln!("skipping mquantiles oracle: scipy not available\n{stderr}");
return None;
}
let stdout = String::from_utf8_lossy(&output.stdout);
Some(serde_json::from_str(&stdout).expect("parse mquantiles oracle JSON"))
}
#[test]
fn diff_stats_mquantiles() {
let query = generate_query();
let Some(oracle) = scipy_oracle_or_skip(&query) else {
return;
};
assert_eq!(oracle.points.len(), query.points.len());
let pmap: HashMap<String, PointArm> = oracle
.points
.into_iter()
.map(|r| (r.case_id.clone(), r))
.collect();
let start = Instant::now();
let mut diffs = Vec::new();
let mut max_overall = 0.0_f64;
let mut ledger = CompareLedger::new("diff_stats_mquantiles", &["mquantiles"]);
for case in &query.points {
let scipy_arm = pmap.get(&case.case_id).expect("validated oracle");
let rust_vec = mquantiles(&case.data, &case.prob, case.alphap, case.betap);
let Some((scipy_vec, rust_vec)) = ledger.slices(
"mquantiles",
&case.case_id,
scipy_arm.values.as_deref(),
Some(rust_vec.as_slice()),
) else {
continue;
};
let mut case_pass = true;
for (i, (r, s)) in rust_vec.iter().zip(scipy_vec.iter()).enumerate() {
if r.is_finite() {
let abs_diff = (r - s).abs();
max_overall = max_overall.max(abs_diff);
case_pass &= abs_diff <= ABS_TOL;
diffs.push(CaseDiff {
case_id: case.case_id.clone(),
arm: format!("p{}", case.prob[i]),
abs_diff,
pass: abs_diff <= ABS_TOL,
});
}
}
ledger.compared("mquantiles", &case.case_id, case_pass);
}
let all_pass = diffs.iter().all(|d| d.pass);
let log = DiffLog {
test_id: "diff_stats_mquantiles".into(),
category: "scipy.stats.mstats.mquantiles (alphap, betap)".into(),
case_count: diffs.len(),
compared: ledger.counts().clone(),
max_abs_diff: max_overall,
pass: all_pass,
timestamp_ms: timestamp_ms(),
duration_ns: start.elapsed().as_nanos(),
cases: diffs.clone(),
};
emit_log(&log);
for d in &diffs {
if !d.pass {
eprintln!(
"mquantiles mismatch: {} arm={} abs={}",
d.case_id, d.arm, d.abs_diff
);
}
}
assert!(
all_pass,
"mquantiles conformance failed: {} cases, max_abs={}",
diffs.len(),
max_overall
);
ledger.finish(query.points.len());
}